| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,860.0 |
2,877.0 |
17.0 |
0.6% |
2,814.0 |
| High |
2,882.0 |
2,892.0 |
10.0 |
0.3% |
2,884.0 |
| Low |
2,856.0 |
2,858.0 |
2.0 |
0.1% |
2,776.0 |
| Close |
2,864.0 |
2,877.0 |
13.0 |
0.5% |
2,864.0 |
| Range |
26.0 |
34.0 |
8.0 |
30.8% |
108.0 |
| ATR |
45.0 |
44.2 |
-0.8 |
-1.7% |
0.0 |
| Volume |
1,026,140 |
803,323 |
-222,817 |
-21.7% |
5,825,362 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.7 |
2,961.3 |
2,895.7 |
|
| R3 |
2,943.7 |
2,927.3 |
2,886.4 |
|
| R2 |
2,909.7 |
2,909.7 |
2,883.2 |
|
| R1 |
2,893.3 |
2,893.3 |
2,880.1 |
2,894.0 |
| PP |
2,875.7 |
2,875.7 |
2,875.7 |
2,876.0 |
| S1 |
2,859.3 |
2,859.3 |
2,873.9 |
2,860.0 |
| S2 |
2,841.7 |
2,841.7 |
2,870.8 |
|
| S3 |
2,807.7 |
2,825.3 |
2,867.7 |
|
| S4 |
2,773.7 |
2,791.3 |
2,858.3 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.3 |
3,122.7 |
2,923.4 |
|
| R3 |
3,057.3 |
3,014.7 |
2,893.7 |
|
| R2 |
2,949.3 |
2,949.3 |
2,883.8 |
|
| R1 |
2,906.7 |
2,906.7 |
2,873.9 |
2,928.0 |
| PP |
2,841.3 |
2,841.3 |
2,841.3 |
2,852.0 |
| S1 |
2,798.7 |
2,798.7 |
2,854.1 |
2,820.0 |
| S2 |
2,733.3 |
2,733.3 |
2,844.2 |
|
| S3 |
2,625.3 |
2,690.7 |
2,834.3 |
|
| S4 |
2,517.3 |
2,582.7 |
2,804.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,892.0 |
2,797.0 |
95.0 |
3.3% |
41.8 |
1.5% |
84% |
True |
False |
1,090,402 |
| 10 |
2,892.0 |
2,776.0 |
116.0 |
4.0% |
40.1 |
1.4% |
87% |
True |
False |
1,096,720 |
| 20 |
2,892.0 |
2,692.0 |
200.0 |
7.0% |
39.4 |
1.4% |
93% |
True |
False |
614,553 |
| 40 |
2,892.0 |
2,528.0 |
364.0 |
12.7% |
48.0 |
1.7% |
96% |
True |
False |
309,487 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
50.1 |
1.7% |
78% |
False |
False |
206,990 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
47.4 |
1.6% |
78% |
False |
False |
156,813 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
45.8 |
1.6% |
78% |
False |
False |
125,585 |
| 120 |
2,975.0 |
2,528.0 |
447.0 |
15.5% |
46.9 |
1.6% |
78% |
False |
False |
104,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,036.5 |
|
2.618 |
2,981.0 |
|
1.618 |
2,947.0 |
|
1.000 |
2,926.0 |
|
0.618 |
2,913.0 |
|
HIGH |
2,892.0 |
|
0.618 |
2,879.0 |
|
0.500 |
2,875.0 |
|
0.382 |
2,871.0 |
|
LOW |
2,858.0 |
|
0.618 |
2,837.0 |
|
1.000 |
2,824.0 |
|
1.618 |
2,803.0 |
|
2.618 |
2,769.0 |
|
4.250 |
2,713.5 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,876.3 |
2,871.7 |
| PP |
2,875.7 |
2,866.3 |
| S1 |
2,875.0 |
2,861.0 |
|